+950.8%
MU vs IWM
+70.6%
+880.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.0% |
| 7D | +12.8% | +1.4% | +11.4% | +10.6% |
| 30D | -14.9% | +2.3% | -17.1% | -16.7% |
| 3M | -18.0% | -8.3% | -9.7% | -5.3% |
| 6M | -3.1% | -1.3% | -1.8% | +3.3% |
| YTD | +172.9% | +13.5% | +159.4% | +143.1% |
| 1Y | +228.8% | +18.4% | +210.4% | +177.9% |
| 3Y | +950.8% | +69.6% | +881.2% | +571.1% |
| All | +950.8% | +70.6% | +880.3% | +571.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling